On an Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems
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🧮 math.PR
math.CA
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functionsvaryingapplicationsfunctionlargeslowlybroaderclass
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Karamata's integral representation for slowly varying functions is extended to a broader class of the so-called $\psi$-locally constant functions, i.e. functions $f(x)>0$ having the property that, for a given non-decreasing function $\psi (x)$ and any fixed $v$, $f (x+v\psi(x))/f(x) \to 1 $ as $x\to\infty$. We consider applications of such functions to extending known results on large deviations of sums of random variables with regularly varying distribution tails.
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